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We establish an exact formula for the distribution of the partial maximum sequence generated by the stationary process obtained by iterations of the Rényi map x → βx mod 1,… Click to show full abstract
We establish an exact formula for the distribution of the partial maximum sequence generated by the stationary process obtained by iterations of the Rényi map x → βx mod 1, β = 2, 3, .... We thus obtain a simple proof of some asymptotic behaviour of the extremes and the values of the extremal index. A numerical application is presented.
Keywords:
hitting probabilities;
level hitting;
probabilities extremal;
particular dynamical;
extremal indexes;
indexes particular
Journal Title: Methodology and Computing in Applied Probability
Year Published: 2018
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Journal Title: Methodology and Computing in Applied Probability
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!